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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of applied econometrics"
~subject:"Volatility"
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Search: subject_exact:"Parameterfreies Verfahren"
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Volatility
Nichtparametrisches Verfahren
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of applied econometrics
Journal of econometrics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
SFB 649 discussion paper
12
Econometric reviews
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Discussion paper / Tinbergen Institute
9
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
2
How does changing age distribution impact stock prices? : a nonparametric approach
Park, Cheolbeom
- In:
Journal of applied econometrics
25
(
2010
)
7
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10008936605
Saved in:
3
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
4
A local instrumental estimation method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001531783
Saved in:
5
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
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